Publications

European Banking Authority report presenting results of the 2016 market risk benchmarking exercise, analysing VaR, sVaR, IRC, and P&L metrics across hypothetical portfolios to assess risk measurement consistency and capital requirements among participating banks.

European Banking Authority (EBA) recommendations on asset quality reviews to standardize risk assessments of banks' loan portfolios, including risk classification and provisions, aiming to restore confidence in EU banks and support consistent supervisory practices across member states.

EBA recommendations on asset quality reviews (AQR) to standardize high-risk asset assessments across EU banks, ensuring consistent risk classification, provisioning, and capital adequacy under supervisory frameworks like the Single Supervisory Mechanism (SSM).

Eligibility criteria grid

Consultation Paper on recommendation on coverage of entities in group recovery plans

Vacancy notice

Andrea Enria introductory remarks - EBA-IMF Colloquium

EBA Comparative report on recovery options - March 2017

Consultation Paper on draft RTS on the specification of the nature, severity and duration of an economic downturn (EBA-CP-2017-02)

EBA GL 2016 06-Compliance Table Guidelines on remuneration of sales staff

Joint IMF-EBA colloquium agenda exploring advanced stress testing methodologies, including liquidity and solvency loops, macro-financial feedback effects, capital planning, macroprudential policies, and governance challenges, held in March 2017 with global regulators and central banks.

EBA Chair Andrea Enria’s 2017 remarks at the EBA-IMF Colloquium on stress testing – discussing progress, challenges, and methodological updates for the 2018 EU-wide exercise, including IFRS 9 impacts, governance, and transparency.

CRDIV_CRR-Basel III Monitoring Exercise Report June 2016

Eligibility grid

Vacancy notice